Details about Albert S. Kyle

Access statistics for papers by Albert S. Kyle.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pky6

Working Papers

2023

1. Flow Trading
   NBER Working Papers, National Bureau of Economic Research, Inc

2016

2. Microstructure Invariance in U.S. Stock Market Trades
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

1988

3. SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR
   Working Papers, Princeton, Department of Economics - Financial Research Center View citations (38)
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988) View citations (18)

Journal Articles

2008

1. How to Define Illegal Price Manipulation
   American Economic Review, 2008, 98, (2), 274-79 View citations (53)

2006

2. Prospect theory and liquidation decisions
   Journal of Economic Theory, 2006, 129, (1), 273-288 View citations (38)

1997

3. Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?
   Journal of Finance, 1997, 52, (5), 2073-90 View citations (191)

1991

4. Noise Trading and Takeovers
   RAND Journal of Economics, 1991, 22, (1), 54-71 View citations (106)

1989

5. Equilibrium Investment in an Industry with Moderate Investment Economies of Scale
   Economic Journal, 1989, 99, (396), 392-407

1985

6. Continuous Auctions and Insider Trading
   Econometrica, 1985, 53, (6), 1315-35 View citations (3727)
7. The Pricing of Oil and Gas: Some Further Results: Discussion
   Journal of Finance, 1985, 40, (3), 1018-20
8. The Use of Protection and Subsidies for Entry Promotion and Deterrence
   American Economic Review, 1985, 75, (1), 139-52 View citations (71)